It was always like that. When starting a war all troops that are not in owned/controlled/enemy territory go in exile.Not sure if its WAD but having a conquistador exploring inside inca, start a war somewhere else, colonist goes exile, really annoying when you have to run back across a whole continent just to explore again
It is to prevent nations from asking for access from a nation bordering their target, to then declare war and jump the enemy with doomstacks before they got their army or maintenance together.
I see it a lot when moving troops around in the HRE when i'm in a war with the emperor(access to all HRE), and start a new war.
If we make a special case for conquistadors, then every army leader will be a conquistador to use this feature